个人信用贷款已成为商业银行新盈利增长点。江苏银行 A 分行在 2016 年大力发展个人 信用贷款业务。由于个人信用贷款本身的特征以及发展业务中存在的问题，加强个人信用贷 款风险管理具有其必要性。进行个人信用贷款风险管理研究，在发展业务的同时寻找与控制 风险之间的平衡。开展违约数据量化与描述性分析，找出逾期贷款的一般规律，在个人信用 贷款的贷前加强风险管理。开展个人信用贷款贷后处置问题的研究，使得出现预警信号时， 提高处置效率。文章的主要内容如下： 1. 以江苏银行 A 分行个人信用贷款与风险管理状况为研究背景。江苏银行 A 分行在 2016 年大力发展个人信用贷款业务，A 个人信用贷款的客群不断向大众化客户拓展，个人信 用贷款为自助借款，其资金用途很难监测，个人信用贷款为无抵押、有时候可为无担保。加 强个人信用贷款风险管理的必要性由此凸显。 2. 选取江苏银行A 分行2016 年至 2017年个人信用贷款逾期 90天以上的数据进行贷款 相关因素的筛选以及量化后，对重点需关注的因素进行描述性分析。通过相关样本数据的描 述性分析以及通过 Logistic 模型的实证检验，找出导致个人信用贷款违约的关键性因素， 找出不良个人信用贷款的一般规律。 3. 通过与同业的对比分析找出江苏银行 A 分行个人信用贷款风险管理的优缺点。将江 苏银行 A 分行个人信用贷款风险管理的模式与同业进行比较，对其优点缺点与同业进行比 较，吸取同业个人信用贷款风险管理的模式的同时摒弃自身的缺点。 4. 对提高江苏银行 A 分行个人信用贷款风险管理效益提出相关措施。基于江苏银行 A 分行个人信用贷款风险管理中存在的问题，通过对其个人信用贷款样本数据的量化与描述性 分析，找出不良贷款一般规律以及与同业个人信用贷款风险管理措施的比较分析，找出江苏 银行 A 分行个人信用贷款风险管理模式的优缺点，从而提出提高江苏银行 A 分行相关的个人 信用贷款风险管理效益的措施。相关措施包括调整风险管理的观念，加强信科系统建设，优 化贷款审批手续，贷后管理专业化。 关键词：个人信用贷款，风险管理，比较分析江苏银行 A 分行个人信用贷款风险管理研究 II ABSTRACT Personal credit loan has been the new growth point of profit for commercial banks. The business of personal credit loan has been developed rapidly since 2016. It is necessary to improve the risk management of personal credit loan because of the characteristics of personal credit loan and the problems taken place during the fast development. Looking for the balance between risk control and business development as the research of personal credit loan is being undertaken. For finding out the regularity of overdue loan, it is proper to take the analysis of related statistics and pertaining description. Consolidate the risk control before the examination of any personal credit loan case. Take the research of disposal of overdue loan is to optimize the efficiency of disposal as the warning signal appears at once. The main contents of thesis is as the following: 1. Take the research background of the management condition of Bank of Jiangsu, A Branch. The business of personal credit loan has been prosperous since 2016. The group of customers is enlarged and is being developed to the direction of various types of occupation. However, it is difficult to supervise the capital. Furthermore, the loan is out of mortgage and sometimes out of guarantee. The necessity of strengthening the risk management of personal credit loan is gradually apparent. 2. Select the statistics of overdue personal credit loan more than 90 days between 2016 and 2017 from Bank of Jiangsu, A Branch. Make descriptive analysis for the sample statistics and especially pay attention to some key factors leading to violation of contract. Moreover, the model of Logistic is utilized for verification. 3. Find out the merits and defects by the comparison of the management model between Bank of Jiangsu of A Branch and the counterpart. Preserve the advantages and eliminate the disadvantages for the management. 4. Put forward better strategy for the risk management of personal credit loan for Bank of Jiangsu, A Branch. The strategy is formulated in the basis of the descriptive analysis of statistics and the comparison of different management models. The related strategy includes the construction of IT system, optimization of examination format, the professionalization for management after loan being attributed and the adjustment of idea for risk management. Keywords: personal credit loan, risk management, comparison南京航空航天大学硕士学位论文 III 目 录 第一章 绪论.......................................................................................................................................1 1.1 研究背景与意义......................................................................................................................1 1.1.1 个人信用贷款在国内外的发展............................................................................. 1 1.1.2 商业银行强化个人信用贷款风险管理的重要性................................................1 1.2 国内外相关文献综述.............................................................................................................2 1.2.1 国外研究综述..........................................................................................................2 1.2.2 国内研究综述..........................................................................................................3 1.3 研究的内容与方法..................................................................................................................5 1.3.1 研究的主要内容......................................................................................................5 1.3.2 研究的主要方法.....................................................................................................7 1.4 本文的应用价值......................................................................................................................7 第二章 个人信用贷款风险管理的基本理论...................................................................................8 2.1 个人信用贷款的概念与特点.................................................................................................8 2.2 商业银行个人信用贷款的类型与特征.................................................................................9 2.3 商业银行个人信用风险管理基本方法...............................................................................10 第三章 江苏银行 A 分行个人信用贷款与风险管理状况............................................................13 3.1 江苏银行 A 分行个人信用贷款产品发展情况...................................................................13 3.2 江苏银行 A 分行个人信用贷款产品发展的风险特征...................................................... 15 3.3 江苏银行 A 分行个人信用贷款风险管理的问题................................................................17 3.3.1 缺乏关键违约因素的分析....................................................................................17 3.3.2 贷后处置难推进...................................................................................................18 3.3.3 对风险信号处理不及时.......................................................................................18 3.3.4 贷款用途监测困难...............................................................................................19 第四章 江苏银行 A 分行个人信用贷款业务风险 Logistic 模型的实证分析..........................20 4.1 数据处理................................................................................................................................20 4.1.1 样本数据选择.......................................................................................................20 4.1.2 贷款相关因素筛选...............................................................................................20 4.1.3 相关因素的量化...................................................................................................20 4.1.4 相关因素的描述性分析........................................................................................21 4.2 基于 Logistic 模型的实证分析.........................................................................................22江苏银行 A 分行个人信用贷款风险管理研究 IV 4.2.1 Logistic 回归模型的介绍..................................................................................22 4.2.2 Logistic 回归模型的实证检验......................................................................... 25 第五章 江苏银行 A 分行与同业信用贷款风险管理比较分析....................................................33 5.1 同业个人信用贷款风险管理的措施...................................................................................33 5.2 江苏银行 A 分行个人信用贷款风险管理的优点...............................................................35 5.3 江苏银行 A 分行个人信用贷款风险管理的缺点...............................................................36 第六章 江苏银行 A 分行加强个人信用贷款风险管理的对策....................................................39 6.1 江苏银行 A 分行加强个人信用贷款风险管理的思路及其依据...................................... 39 6.2 江苏银行 A 分行加强个人信用贷款风险管理的措施...................................................... 40 6.2.1 增加风险管理培训................................................................................................40 6.2.2 加强信科系统建设................................................................................................41 6.2.3 优化贷款调查以及审批手续............................................................................... 42 6.2.4 贷后管理专业化...................................................................................................43 总结与展望.......................................................................................................................................45